We report a miniaturized inline Fabry-Perot interferometer directly fabricated on a single-mode optical fiber with a femtosecond laser. The device had a loss of 16 dB and an interference visibility exceeding 14 dB. The device was tested and survived in high temperatures up to 1100 degrees C. With an accessible cavity and all-glass structure, the new device is attractive for sensing applications in high-temperature harsh environments.